Capture data from a website that is fetched using ajax call.

Hi,
We are facing a problem in our development.
We want to capture the data that is being fetched using ajax call.
Say there is a website www.xyz.com and it fetches some data using the ajax call to its web page at an interval of 30 sec.
what we want to do is we want to capture that data and save it to somewhere .
Is there any way to capture this data?
we don't want to hit the website and fetch the source and then read it again and again as it may cause blocking of our IP .
what we want to do is to some how just get that data.
We have seen this by using the firebug -->Net--->XHR.
If any how we can implement the same thing our purpose will be solved.
Any guesses for the same??